Have yet to get a proper diagnosis but GP seemed to think there could be a connection.
Ds also refused to go anywhere without, we simply told him it had gone, I have now thrown it out, so I can't give in either!
Think I would have a harder time getting dd to part with ted longterm though, she used to have the biggest tantrums going anywhere without him. I was really suprised she agreed to go to playgroup without, perhaps it's because I put it that it was the school that didn't allow it, rather than me not letting her? She still takes it everywhere else.
My 2 were younger than your dd though, so maybe that helped. Hope you think of something, if not I know my sisters dc's school really didn't allow comforters etc, so it may well be taken out of you hands! And although my neice doesn't take her blanket to school she does still sleep with it, (age 8).
My sister got my nephew to give up his dummy by telling him the dummy fairy would come and take it and leave him a present, like the tooth fairy, that worked, but he's a laid back little thing anyway.
You could try leaving it under the tree for father christmas to take back to the north pole to keep him warm?
Having said all that (long, sorry) I actually miss seeing my little ds wandering aroung enjoying his 'cloth', think I miss it more than he does!